Aggregation bounds in stochastic linear programming

DOI10.1007/BF02591859zbMath0562.90066MaRDI QIDQ3675909

John R. Birge

Publication date: 1985

Published in: Mathematical Programming (Search for Journal in Brave)

zbMATH Keywords

Error boundsrandom right-hand sidemulti-stage stochastic linear programsaggregations

Mathematics Subject Classification ID

Stochastic programming (90C15)

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Cites Work

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• Approximations to stochastic programs with complete fixed recourse
• Inequalities for Stochastic Linear Programming Problems
• Linear Programming under Uncertainty
• Bounds on the Effect of Aggregating Variables in Linear Programs
• Bounds for Row-Aggregation in Linear Programming
• Technical Note—Improved Bounds for Aggregated Linear Programs
• Duality for Stochastic Programming Interpreted as L. P. in $L_p $-Space
• Bounds on the Expectation of a Convex Function of a Random Variable: With Applications to Stochastic Programming

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